- Eris SOFR open interest hit a new record of 35,034 contracts on Tuesday, September 6, just ahead of the quarterly roll commencing September 12
- Open interest has increased more than 3X since May 31, driven in large part by block trades migrating Eris Libor positions to Eris SOFR
- Short-end growth has been particularly strong, spurred in part by end users hedging recent renewals of credit facilities, now indexed to SOFR
Date
